reference manual, examples and MIDI

[Marc Dimmick]

Hello!

I am new to the world of Lilypond. I have to say that I am fascinated by the 
beautiful output it produces. But it's also a very complex program and I find 
myself confused many times. I am working with version 2.10.14

I would like to know if someone can help me with the following. While reading 
the Manual I find references to elements I am not sure what or where they are. 
In particular, I have some problems with the following: 

When the manual says "See Program Reference" (for example, See Program 
Reference TimeScaleMusic), What does it mean? Where do I find or see the 
program reference? And when it says "see examples" (as in See Example: 
input/regresion/tuplet-nest.ly), where do I find those examples, how do I call 
them?

Lasatly, how do you invoke the midi 2 ly command. I read the manual but am 
unsure. Do I include the 3 dots? Will there be a new file? Where will I find 
it?

Thanks in advance!!

Marc